Simplified calculation of the hurst coefficient by the R/S-analysis method: The coefficient H is equal to the ratio of the relative displacement of two points of the line along the x and y axes

Abstract

The traffic of packet communication networks or the distribution of the number of packets per time unit is described by a self-similar random process with a Hurst parameter of about 0,65…0,8. Usually, the calculation of the self-similarity coefficient of Hurst real traffic is performed by the method of absolute moments. The paper offers a simplified method for calculating the self-similarity coefficient of packet network traffic. Simplification is that it is proposed to perform a calculation not for all possible values of R/S-statistics (regression), but only for two of them. The error in the calculation does not exceed 2…5%.